How do I configure NLog to write to a database?

A simple example,

Config:

<target type="Database" name="database" connectionstring="Server=localhost;Database=NLog;Trusted_Connection=True;">
  <commandText>
    INSERT INTO NLogEntries ([Origin], [Message], [LogLevel],[CreatedOn],[OrderId]) VALUES (@Origin,@Message,@LogLevel,@Date, @OrderId);
  </commandText>
  <parameter name="@Date" layout="${date}" dbType="DbType.Date"/>
  <parameter name="@Origin" layout="${callsite}"/>
  <parameter name="@LogLevel" layout="${level}"/>
  <parameter name="@message" layout="${message}"/>
  <parameter name="@OrderId" layout="${event-properties:MyOrderId}" dbType="DbType.Int32"/> <!-- custom field! Note also the DB Type. Using Logger.WithProperty -->
</target>

Note, NLog 4.6 has also support for DbType - See https://nlog-project.org/2019/03/20/nlog-4-6-is-live.html

You seem to be missing the parameters that are to be inserted.

See the examples at http://justinpdavis.blogspot.com/2010/04/logging-to-database-with-nlog.html

The nLog web page doesn't make it very clear that these are required, but if you squint your eyes and read https://github.com/nlog/NLog/wiki/Database-target you should find that they are required.